numo-linalg-alt 0.3.0 → 0.4.0

data/lib/numo/linalg.rb

@@ -560,6 +560,127 @@ module Numo
       [q, r]
     end
 
+    # Computes the RQ decomposition of a matrix.
+    #
+    # @example
+    #   require 'numo/linalg'
+    #
+    #   a = Numo::DFloat.new(2, 3).rand
+    #   r, q = Numo::Linalg.rq(a)
+    #   pp r
+    #   # =>
+    #   # Numo::DFloat#shape=[2,3]
+    #   # [[0, -0.381748, -0.79309],
+    #   #  [0, 0, -0.41502]]
+    #   pp q
+    #   # =>
+    #   # Numo::DFloat#shape=[3,3]
+    #   # [[0.227957, 0.874475, -0.428169],
+    #   #  [0.844617, -0.396377, -0.359872],
+    #   #  [-0.484416, -0.279603, -0.828953]]
+    #   puts (a - r.dot(q)).abs.max
+    #   # => 5.551115123125783e-17
+    #
+    #   r, q = Numo::Linalg.rq(a, mode: 'economic')
+    #   pp r
+    #   # =>
+    #   # Numo::DFloat#shape=[2,2]
+    #   # [[-0.381748, -0.79309],
+    #   #  [0, -0.41502]]
+    #   pp q
+    #   # =>
+    #   # Numo::DFloat#shape=[2,3]
+    #   # [[0.844617, -0.396377, -0.359872],
+    #   #  [-0.484416, -0.279603, -0.828953]]
+    #   puts (a - r.dot(q)).abs.max
+    #   # => 5.551115123125783e-17
+    #
+    # @param a [Numo::NArray] The m-by-n matrix to be decomposed.
+    # @param mode [String] The mode of decomposition.
+    #   - "full"     -- returns both R [m, n] and Q [n, n],
+    #   - "r"        -- returns only R,
+    #   - "economic" -- returns both R [m, k] and Q [k, n], where k = min(m, n).
+    # @return [Array<Numo::NArray>/Numo::NArray]
+    #   if mode='full' or 'economic', returns [R, Q].
+    #   if mode='r', returns R.
+    def rq(a, mode: 'full') # rubocop:disable  Metrics/AbcSize
+      raise Numo::NArray::ShapeError, 'input array a must be 2-dimensional' if a.ndim != 2
+      raise ArgumentError, "invalid mode: #{mode}" unless %w[full r economic].include?(mode)
+
+      bchr = blas_char(a)
+      raise ArgumentError, "invalid array type: #{a.class}" if bchr == 'n'
+
+      fnc = :"#{bchr}gerqf"
+      rq, tau, info = Numo::Linalg::Lapack.send(fnc, a.dup)
+      raise "the #{-info}-th argument of #{fnc} had illegal value" if info.negative?
+
+      m, n = rq.shape
+      r = rq.triu(n - m).dup
+      r = r[true, (n - m)...n].dup if mode == 'economic' && n > m
+
+      return r if mode == 'r'
+
+      fnc = %w[d s].include?(bchr) ? :"#{bchr}orgrq" : :"#{bchr}ungrq"
+      tmp = if n < m
+              rq[(m - n)...m, 0...n].dup
+            elsif mode == 'economic'
+              rq.dup
+            else
+              rq.class.zeros(n, n).tap { |mat| mat[(n - m)...n, true] = rq }
+            end
+
+      q, info = Numo::Linalg::Lapack.send(fnc, tmp, tau)
+      raise "the #{-info}-th argument of #{fnc} had illegal value" if info.negative?
+
+      [r, q]
+    end
+
+    # Computes the QZ decomposition (generalized Schur decomposition) of a pair of square matrices.
+    #
+    # The QZ decomposition is given by `A = Q * AA * Z^H` and `B = Q * BB * Z^H`,
+    # where `A` and `B` are the input matrices, `Q` and `Z` are unitary matrices,
+    # and `AA` and `BB` are upper triangular matrices (or quasi-upper triangular matrices in real case).
+    #
+    # @example
+    #   require 'numo/linalg'
+    #
+    #   a = Numo::DFloat.new(5, 5).rand
+    #   b = Numo::DFloat.new(5, 5).rand
+    #
+    #   aa, bb, q, z = Numo::Linalg.qz(a, b)
+    #
+    #   pp (a - q.dot(aa).dot(z.transpose)).abs.max
+    #   # => 1.7763568394002505e-15
+    #   pp (b - q.dot(bb).dot(z.transpose)).abs.max
+    #   # => 1.1102230246251565e-15
+    #
+    # @param a [Numo::NArray] The n-by-n square matrix.
+    # @param b [Numo::NArray] The n-by-n square matrix.
+    # @return [Array<Numo::NArray, Numo::NArray, Numo::NArray, Numo::NArray>]
+    #   The matrices `AA`, `BB`, `Q`, and `Z` such that `A = Q * AA * Z^H` and `B = Q * BB * Z^H`.
+    def qz(a, b) # rubocop:disable Metrics/AbcSize
+      raise Numo::NArray::ShapeError, 'input array a must be 2-dimensional' if a.ndim != 2
+      raise Numo::NArray::ShapeError, 'input array b must be 2-dimensional' if b.ndim != 2
+      raise Numo::NArray::ShapeError, 'input array a must be square' if a.shape[0] != a.shape[1]
+      raise Numo::NArray::ShapeError, 'input array b must be square' if b.shape[0] != b.shape[1]
+      raise Numo::NArray::ShapeError, "incompatible dimensions: a.shape = #{a.shape} != b.shape = #{b.shape}" if a.shape != b.shape
+
+      bchr = blas_char(a, b)
+      raise ArgumentError, "invalid array type: #{a.class}, #{b.class}" if bchr == 'n'
+
+      fnc = :"#{bchr}gges"
+      if %w[d s].include?(bchr)
+        aa, bb, _ar, _ai, _beta, q, z, _sdim, info = Numo::Linalg::Lapack.send(fnc, a.dup, b.dup)
+      else
+        aa, bb, _alpha, _beta, q, z, _sdim, info = Numo::Linalg::Lapack.send(fnc, a.dup, b.dup)
+      end
+
+      raise "the #{-info}-th argument of #{fnc} had illegal value" if info.negative?
+      raise 'the QZ algorithm failed.' if info.positive?
+
+      [aa, bb, q, z]
+    end
+
     # Computes the Schur decomposition of a square matrix.
     # The Schur decomposition is given by `A = Z * T * Z^H`,
     # where `A` is the input matrix, `Z` is a unitary matrix,
@@ -604,11 +725,10 @@ module Numo
       raise ArgumentError, "invalid array type: #{a.class}" if bchr == 'n'
 
       fnc = :"#{bchr}gees"
-      b = a.dup
       if %w[d s].include?(bchr)
-        _wr, _wi, v, sdim, info = Numo::Linalg::Lapack.send(fnc, b, jobvs: 'V', sort: sort)
+        b, _wr, _wi, v, sdim, info = Numo::Linalg::Lapack.send(fnc, a.dup, jobvs: 'V', sort: sort)
       else
-        _w, v, sdim, info = Numo::Linalg::Lapack.send(fnc, b, jobvs: 'V', sort: sort)
+        b, _w, v, sdim, info = Numo::Linalg::Lapack.send(fnc, a.dup, jobvs: 'V', sort: sort)
       end
 
       n = a.shape[0]
@@ -1381,6 +1501,22 @@ module Numo
       end
     end
 
+    # Computes the matrix tangent.
+    #
+    # @param a [Numo::NArray] The n-by-n square matrix.
+    # @return [Numo::NArray] The matrix tangent of `a`.
+    def tanm(a)
+      raise Numo::NArray::ShapeError, 'input array a must be 2-dimensional' if a.ndim != 2
+      raise Numo::NArray::ShapeError, 'input array a must be square' if a.shape[0] != a.shape[1]
+
+      bchr = blas_char(a)
+      raise ArgumentError, "invalid array type: #{a.class}" if bchr == 'n'
+
+      a_sin = sinm(a)
+      a_cos = cosm(a)
+      a_sin.dot(Numo::Linalg.inv(a_cos))
+    end
+
     # Computes the inverse of a matrix using its LU decomposition.
     #
     # @param lu [Numo::NArray] The LU decomposition of the n-by-n matrix `A`.

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: numo-linalg-alt
 version: !ruby/object:Gem::Version
-  version: 0.3.0
+  version: 0.4.0
 platform: ruby
 authors:
 - yoshoku
@@ -58,6 +58,8 @@ files:
 - ext/numo/linalg/lapack/gelsd.h
 - ext/numo/linalg/lapack/geqrf.c
 - ext/numo/linalg/lapack/geqrf.h
+- ext/numo/linalg/lapack/gerqf.c
+- ext/numo/linalg/lapack/gerqf.h
 - ext/numo/linalg/lapack/gesdd.c
 - ext/numo/linalg/lapack/gesdd.h
 - ext/numo/linalg/lapack/gesv.c
@@ -70,6 +72,8 @@ files:
 - ext/numo/linalg/lapack/getri.h
 - ext/numo/linalg/lapack/getrs.c
 - ext/numo/linalg/lapack/getrs.h
+- ext/numo/linalg/lapack/gges.c
+- ext/numo/linalg/lapack/gges.h
 - ext/numo/linalg/lapack/heev.c
 - ext/numo/linalg/lapack/heev.h
 - ext/numo/linalg/lapack/heevd.c
@@ -88,6 +92,8 @@ files:
 - ext/numo/linalg/lapack/lange.h
 - ext/numo/linalg/lapack/orgqr.c
 - ext/numo/linalg/lapack/orgqr.h
+- ext/numo/linalg/lapack/orgrq.c
+- ext/numo/linalg/lapack/orgrq.h
 - ext/numo/linalg/lapack/potrf.c
 - ext/numo/linalg/lapack/potrf.h
 - ext/numo/linalg/lapack/potri.c
@@ -112,6 +118,8 @@ files:
 - ext/numo/linalg/lapack/trtrs.h
 - ext/numo/linalg/lapack/ungqr.c
 - ext/numo/linalg/lapack/ungqr.h
+- ext/numo/linalg/lapack/ungrq.c
+- ext/numo/linalg/lapack/ungrq.h
 - ext/numo/linalg/linalg.c
 - ext/numo/linalg/linalg.h
 - ext/numo/linalg/util.c
@@ -126,7 +134,7 @@ metadata:
   homepage_uri: https://github.com/yoshoku/numo-linalg-alt
   source_code_uri: https://github.com/yoshoku/numo-linalg-alt
   changelog_uri: https://github.com/yoshoku/numo-linalg-alt/blob/main/CHANGELOG.md
-  documentation_uri: https://gemdocs.org/gems/numo-linalg-alt/0.3.0/
+  documentation_uri: https://gemdocs.org/gems/numo-linalg-alt/0.4.0/
   rubygems_mfa_required: 'true'
 rdoc_options: []
 require_paths: